A new definition of the Fractional Poisson Process.
Seminar
Speaker
Yair Shaki
Date
03/12/2013 - 14:00Add to Calendar
2013-12-03 14:00:00
2013-12-03 14:00:00
A new definition of the Fractional Poisson Process.
We present a new definition of the fractional Poisson process (FPP2) with Hurst parameter $H < \frac{1}{2}$, based on a decomposition in law of fractional Brownian motion (FBM), which presented by Covo and Elalouf.
This definition is completely analoguous with the classic case of FBM.
אוניברסיטת בר-אילן - Department of Mathematics
mathoffice@math.biu.ac.il
Asia/Jerusalem
public
Abstract
We present a new definition of the fractional Poisson process (FPP2) with Hurst parameter $H < \frac{1}{2}$, based on a decomposition in law of fractional Brownian motion (FBM), which presented by Covo and Elalouf.
This definition is completely analoguous with the classic case of FBM.
Last Updated Date : 29/11/2013
